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RBI Call 14 SPI 20.09.2024/  AT0000A33KA5  /

EUWAX
2024-05-22  9:15:53 AM Chg.-0.022 Bid2:52:55 PM Ask2:52:55 PM Underlying Strike price Expiration date Option type
0.407EUR -5.13% 0.433
Bid Size: 10,000		 0.453
Ask Size: 10,000		 S IMMO AG 14.00 - 2024-09-20 Call
 

Master data

WKN: RC084A
Issuer: Raiffeisen Bank International AG
Currency: EUR
Underlying: S IMMO AG
Type: Warrant
Option type: Call
Strike price: 14.00 -
Maturity: 2024-09-20
Issue date: 2023-03-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.12
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.40
Implied volatility: 0.38
Historic volatility: 0.23
Parity: 0.40
Time value: 0.04
Break-even: 18.37
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 4.80%
Delta: 0.90
Theta: 0.00
Omega: 3.73
Rho: 0.04
 

Quote data

Open: 0.407
High: 0.407
Low: 0.407
Previous Close: 0.429
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.26%
1 Month  
+7.96%
3 Months  
+85.00%
YTD  
+415.19%
1 Year  
+210.69%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.432 0.393
1M High / 1M Low: 0.432 0.330
6M High / 6M Low: 0.432 0.075
High (YTD): 2024-05-17 0.432
Low (YTD): 2024-01-04 0.080
52W High: 2024-05-17 0.432
52W Low: 2023-09-18 0.053
Avg. price 1W:   0.417
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.222
Avg. volume 6M:   80.645
Avg. price 1Y:   0.164
Avg. volume 1Y:   39.216
Volatility 1M:   66.98%
Volatility 6M:   99.49%
Volatility 1Y:   106.41%
Volatility 3Y:   -